Arbeitspapier

Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random Variables

In this paper, the complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables are investigated. Some sufficient conditions for the convergence are provided. In addition, the Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of extended negatively dependent random variables is obtained. The results obtained in the article extend the corresponding ones for independent random variables and some dependent random variables.

Language
Englisch

Bibliographic citation
Series: IRTG 1792 Discussion Paper ; No. 2018-040

Classification
Wirtschaft
Mathematical and Quantitative Methods: General
Subject
Extended negatively dependent
complete convergence
complete moment convergence
maximal weighted sums
strong law of large numbers

Event
Geistige Schöpfung
(who)
Yan, Ji Gao
Event
Veröffentlichung
(who)
Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"
(where)
Berlin
(when)
2018

Handle
Last update
10.03.2025, 11:43 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Yan, Ji Gao
  • Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"

Time of origin

  • 2018

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